Inner Mongolia Shuangxin Environment-Friendly Material Co Ltd Asy. MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
93.89%
increased by 13.36%
1 Week
98.56%
increased by 18.03%
1 Month
115.02%
increased by 34.49%
Analysis last updated: Tuesday, July 14, 2026 at 06:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2025 to Jul 10, 2026Model Insight
With persistence 0.997, volatility shocks have a half-life of 212 trading days (~0.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Leverage: Negative returns increase volatility 77% more than positive returns
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.9021 | 9.06*** |
α ARCH Response to squared shocks | 0.4266 | 9.11*** |
β GARCH Volatility persistence | 0.4053 | 20.99*** |
γ leverage Additional response to negative shocks | 0.3297 | 3.05*** |
Persistence:
0.997
Half-life:
212 days
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